The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing
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References listed on IDEAS
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More about this item
KeywordsUnit Roots; Deterministic Components; Model Selection;
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2010-04-17 (Econometrics)
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